Laser cooling of atomic motion enables a wide variety of technological and scientific explorations using cold atoms. Here we focus on the effect of laser cooling on the photons instead of on the atoms. Specifically, we show that non-interacting photons can thermalize with the atoms to a grand canonical ensemble with a non-zero chemical potential. This thermalization is accomplished via scattering of light between different optical modes, mediated by the laser cooling process. While optically thin modes lead to traditional laser cooling of the atoms, the dynamics of multiple scattering in optically thick modes has been more challenging to describe. We find that in an appropriate set of limits, multiple scattering leads to thermalization of the light with the atomic motion in a manner that approximately conserves total photon number between the laser beams and optically thick modes. In this regime, the subsystem corresponding to the thermalized modes is describable by a grand canonical ensemble with a chemical potential set by the energy of a single laser photon. We consider realization of this regime using two-level atoms in Doppler cooling, and find physically realistic conditions for rare earth atoms. With the addition of photon-photon interactions, this system could provide a new platform for exploring many-body physics.